[Help-gsl] Only the largest/smallest eigenvalues and corresponding vecto

From:

Ørjan Bergmann

Subject:

[Help-gsl] Only the largest/smallest eigenvalues and corresponding vectors

Date:

Wed, 14 Jul 2010 18:37:55 +0200

Dear everyone,
I am relatively new to GSL, but GSL seems perfect for my application in
spectral clustering. In these types of problems I typically need to examine
the eigenvectors corresponding to either the largest or the smallest
eigenvalues of a big symmetric matrix A.
I've experimented with GSL and it seems straightforward in the API to
calculate a full decomposition, however since A is usually large
(~2000x2000) this seems wastefull in terms of computational expense.
Is it possible to calculate only the (say the 5) largest eigenvalues and
corresponding eigenvectors in a manner similar to e.g. "eigs" (rather than
"eig") in Matlab?
---
Ørjan